+40.7%
CL vs NSC
+77.7%
-37.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.1% |
| 7D | +3.2% | +2.5% | +0.7% | +2.8% |
| 30D | +8.0% | +1.7% | +6.3% | +7.8% |
| 3M | +7.9% | -2.6% | +10.4% | +8.3% |
| 6M | +14.7% | +6.4% | +8.3% | +13.5% |
| YTD | +29.2% | +15.5% | +13.7% | +26.3% |
| 1Y | +29.5% | +17.6% | +11.9% | +26.4% |
| 3Y | +40.7% | +75.0% | -34.3% | +30.2% |
| All | +40.7% | +77.7% | -37.1% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded NSC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling